Lloyd, Chris J. - In: Statistics & Probability Letters 82 (2012) 7, pp. 1297-1302
For testing a set of null hypotheses, the chance of at least one significant result is much higher than the nominal size of each test. The P-value of Simes (1986) controls type-1 error under weak conditions and is far less conservative that the Bonferroni P-value when the tests are correlated....